A Corrected wiener process approximation for cusum arls

DOI10.1080/07474948708836130zbMath0626.62080OpenAlexW2000056797MaRDI QIDQ3030061

Chang-Soon Park

Publication date: 1987

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948708836130

zbMATH Keywords

average run lengthoperating characteristic functionaverage sample numberCUSUM chartcumulative sum control chartWiener process approximationARLS

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Inference from stochastic processes (62M99) Sequential statistical analysis (62L10)

Cites Work

• Unnamed Item
• Wald's approximations to the average run length in cusum procedures
• Corrected diffusion approximations in certain random walk problems
• Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
• The First Passage Problem for a Continuous Markov Process